CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7463 |
0.7475 |
0.0012 |
0.2% |
0.7502 |
High |
0.7498 |
0.7493 |
-0.0005 |
-0.1% |
0.7535 |
Low |
0.7459 |
0.7459 |
0.0000 |
0.0% |
0.7455 |
Close |
0.7479 |
0.7472 |
-0.0008 |
-0.1% |
0.7477 |
Range |
0.0040 |
0.0034 |
-0.0005 |
-13.9% |
0.0080 |
ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
224 |
191 |
-33 |
-14.7% |
2,343 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7576 |
0.7558 |
0.7490 |
|
R3 |
0.7542 |
0.7524 |
0.7481 |
|
R2 |
0.7508 |
0.7508 |
0.7478 |
|
R1 |
0.7490 |
0.7490 |
0.7475 |
0.7482 |
PP |
0.7474 |
0.7474 |
0.7474 |
0.7470 |
S1 |
0.7456 |
0.7456 |
0.7468 |
0.7448 |
S2 |
0.7440 |
0.7440 |
0.7465 |
|
S3 |
0.7406 |
0.7422 |
0.7462 |
|
S4 |
0.7372 |
0.7388 |
0.7453 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7683 |
0.7521 |
|
R3 |
0.7649 |
0.7603 |
0.7499 |
|
R2 |
0.7569 |
0.7569 |
0.7491 |
|
R1 |
0.7523 |
0.7523 |
0.7484 |
0.7506 |
PP |
0.7489 |
0.7489 |
0.7489 |
0.7480 |
S1 |
0.7443 |
0.7443 |
0.7469 |
0.7426 |
S2 |
0.7409 |
0.7409 |
0.7462 |
|
S3 |
0.7329 |
0.7363 |
0.7455 |
|
S4 |
0.7249 |
0.7283 |
0.7433 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7637 |
2.618 |
0.7582 |
1.618 |
0.7548 |
1.000 |
0.7527 |
0.618 |
0.7514 |
HIGH |
0.7493 |
0.618 |
0.7480 |
0.500 |
0.7476 |
0.382 |
0.7471 |
LOW |
0.7459 |
0.618 |
0.7437 |
1.000 |
0.7424 |
1.618 |
0.7403 |
2.618 |
0.7369 |
4.250 |
0.7314 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7476 |
0.7478 |
PP |
0.7474 |
0.7476 |
S1 |
0.7473 |
0.7474 |
|